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depCensoring (version 0.1.7)

LikGamma1: First step log-likelihood function for Z continuous

Description

This function defines the maximum likelihood used to estimate the control function in the case of a continuous endogenous variable.

Usage

LikGamma1(gamma, Z, M)

Value

Returns the log-likelihood function corresponding to the data, evaluated at the point gamma.

Arguments

gamma

Vector of coefficients in the linear model used to estimate the control function.

Z

Endogenous covariate.

M

Design matrix, containing an intercept, the exogenous covariates and the instrumental variable.